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in March and holding till May, vs receiving physical in May. Normally it tracks (the negative of) interest rates, since the only difference between a position in physical vs. forward is that the physical needs to be financed, at roughly the short-term risk free rate.
Today it has blown out, hitting 10% at peak and currently sitting at ~5% which is about ~6% above the theoretical value of -1%. What does that mean? It means the market places a big premium on owning physical silver between Mar and May, rather than a forward with essentially the
Alternative behavioral explanation is that this is traders rushing in SI Mar futures to try and get ahead of an expected pump, creating a temporary price distortion (this may be more likely since the XAGUSD rate has not increased as much as Mar futures have)
I know @Fullcarry is tracking this, would be interested to hear his view.
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